+304.9%
ESI vs ES
+87.3%
+217.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -6.6% | +0.9% | -7.5% | -7.0% |
| 30D | -9.8% | +5.9% | -15.7% | -11.7% |
| 3M | -11.9% | -1.0% | -10.9% | -12.0% |
| 6M | -25.1% | +7.2% | -32.3% | -27.3% |
| YTD | +31.9% | +7.0% | +24.9% | +27.7% |
| 1Y | +19.2% | +0.5% | +18.7% | +17.3% |
| 3Y | +76.2% | +48.7% | +27.5% | +49.9% |
| 5Y | +39.4% | +1.9% | +37.5% | +33.5% |
| 10Y | +304.9% | +89.2% | +215.7% | +292.7% |
| All | +304.9% | +87.3% | +217.6% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling